function varargout=state_space_h(n,k,t,st,mu,v2,Q)

% State Space system as in Harvey (1989)
% measurement equation: y(t) = d + Z alpha(t) + epsilon(t)
% transition equation: alpha(t+1) = c + T alpha(t) + R eta(t)
% with eta(t)~N(0,Q)
d=mu(st(:,t))-1.2704;
H=diag(v2(st(:,t)));
Z=2;
Tea=eye(k);
Tcom=Tea;
Qcom=Q;
Zcom=Z;
varargout(1) = {H};
varargout(2) = {Tea};
varargout(3) = {Tcom};
varargout(4) = {Q};
varargout(5) = {Qcom};
varargout(6) = {Zcom};
varargout(7) = {d};



